QAI Options History — September 2024 In September 2024, QAI traded between $31.12 and $32.11. ATM implied volatility averaged 52.8%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 47.6% (HV 20d: 5.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 99.4% change2024-09-18 : Highest IV Rank — 56.1%2024-09-18 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $31.65 $31.12 $32.11 $31.32 $32.03 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 52.8% 38.0% 78.4% 60.8% 53.1% Expected Move 13.4% 10.9% 22.5% 17.4% 15.2% HV 20d 5.2% 5.0% 5.6% 5.6% 5.3% HV 60d 6.1% 6.0% 6.3% 6.1% 6.3% IV Rank 34.8% 22.4% 56.1% 41.4% 35.0% IV Percentile 77.0% 59.9% 94.4% 88.9% 81.7% Term Structure -6.5% -10.3% -3.7% -10.3% -7.1% Skew 25d 61.3% 48.3% 76.5% 76.4% 75.3% Skew 10d 69.3% 50.9% 93.7% 92.9% 88.7% Call IV 25d 33.3% 27.5% 50.9% 47.0% 38.1% Put IV 25d 94.7% 76.3% 127.4% 123.4% 113.4% Bid-Ask Spread % 175.88 149.05 184.54 149.05 175.37 Gamma HHI 0.31 0.28 0.37 0.28 0.34 Net GEX -1.1K -1.5K -771 -1.2K -854 Net DEX 20.2K 14.9K 24.1K 23.4K 15.2K Net VEX -94 -108 -81 -108 -81 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18.2 14 20 20 14
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-09-03 $31.32 $30.00 60.8% 17.4% 5.6% 41.4% 0.0% 76.4% -10.3% -1.2K 23.4K -108 0.00 149.05 N/A N/A 0 0 1 19 2024-09-04 $31.32 $30.00 62.2% 17.8% 5.3% 42.6% 0.0% 76.5% -10.0% -1.2K 23.4K -108 0.00 149.61 N/A N/A 0 0 1 19 2024-09-05 $31.29 $0.00 63.7% 11.0% 5.3% 43.9% 0.0% 48.3% -5.5% -1.3K 23.7K -107 0.00 181.37 N/A N/A 0 0 1 19 2024-09-06 $31.12 $0.00 64.7% 11.0% 5.2% 44.7% 0.0% 48.3% -6.5% -1.2K 24.1K -106 0.00 180.35 N/A N/A 0 0 1 19 2024-09-09 $31.26 $0.00 73.3% 11.4% 5.4% 51.8% 0.0% 52.3% -5.8% -1.2K 23.7K -103 0.00 181.44 N/A N/A 0 0 1 19 2024-09-10 $31.31 $0.00 76.8% 11.6% 5.4% 54.8% 0.0% 51.2% -5.8% -1.2K 23.6K -102 0.00 182.11 N/A N/A 0 0 1 19 2024-09-11 $31.37 $0.00 40.2% 11.5% 5.2% 24.2% 0.0% 52.1% -4.9% -1.3K 23.5K -101 0.00 180.09 N/A N/A 0 0 1 19 2024-09-12 $31.48 $0.00 42.2% 12.1% 5.3% 25.9% 0.0% 53.1% -6.9% -1.2K 23.0K -100 0.00 180.31 N/A N/A 0 0 1 19 2024-09-13 $31.59 $0.00 38.0% 10.9% 5.1% 22.4% 0.0% 54.4% -5.5% -1.3K 22.7K -99 0.00 179.17 N/A N/A 0 0 1 19 2024-09-16 $31.66 $0.00 39.7% 11.4% 5.1% 23.8% 0.0% 56.9% -5.9% -1.2K 22.5K -95 0.00 178.38 N/A N/A 0 0 1 19 2024-09-17 $31.68 $0.00 39.3% 11.3% 5.0% 23.5% 0.0% 57.6% -7.2% -1.4K 22.4K -93 0.00 177.62 N/A N/A 0 0 1 19 2024-09-18 $31.69 $0.00 78.4% 22.5% 5.0% 56.1% 0.0% 62.5% -6.3% -771 20.8K -91 0.00 176.93 N/A N/A 0 0 1 19 2024-09-19 $31.89 $0.00 41.6% 11.9% 5.4% 25.4% 0.0% 59.2% -3.7% -1.5K 21.0K -90 0.00 178.45 N/A N/A 0 0 1 19 2024-09-20 $31.86 $0.00 42.4% 12.1% 5.3% 26.1% 0.0% 62.3% -6.9% -854 15.5K -86 0.00 178.71 N/A N/A 0 0 1 19 2024-09-23 $31.91 $0.00 43.7% 12.5% 5.0% 27.1% 0.0% 67.5% -5.2% -790 15.4K -85 0.00 174.92 N/A N/A 0 0 1 13 2024-09-24 $32.00 $0.00 46.1% 13.2% 5.1% 29.1% 0.0% 69.5% -8.3% -867 15.2K -84 0.00 174.33 N/A N/A 0 0 1 13 2024-09-25 $31.95 $0.00 47.1% 13.5% 5.2% 30.0% 0.0% 68.9% -5.1% -844 15.3K -84 0.00 177.67 N/A N/A 0 0 1 13 2024-09-26 $32.09 $0.00 52.4% 15.0% 5.2% 34.4% 0.0% 61.0% -6.8% -783 15.0K -83 0.00 184.54 N/A N/A 0 0 1 13 2024-09-27 $32.11 $0.00 51.1% 14.7% 5.2% 33.4% 0.0% 73.3% -7.1% -840 14.9K -83 0.00 177.12 N/A N/A 0 0 1 13 2024-09-30 $32.03 $0.00 53.1% 15.2% 5.3% 35.0% 0.0% 75.3% -7.1% -854 15.2K -81 0.00 175.37 N/A N/A 0 0 1 13
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